欢迎您!
东篱公司
退出
申报数据库
申报指南
立项数据库
成果数据库
期刊论文
会议论文
著 作
专 利
项目获奖数据库
位置:
成果数据库
>
期刊
> 期刊详情页
A superconvergent fitted finite volume method for Black–Scholes equations governing European and Ame
ISSN号:0749-159X
期刊名称:Numerical Methods for Partial Differential Equatio
时间:2014.11.17
页码:1190-1208
相关项目:期权定价问题的高效有限元方法
作者:
Song Wang|Shuhua Zhang|Zhiwei Fang|
同期刊论文项目
期权定价问题的高效有限元方法
期刊论文 23
会议论文 4
同项目期刊论文
Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stoc
Modelling and computation in the valuation of carbon derivatives with stochastic convenience yields
A proximal ANLS algorithm for nonnegative tensor factorization with a periodic enhanced line search
A semi-Lagrangian method for the weather options of mean-reverting Brownian mothion with jump-diffus
Optimal convergence and a posteriori error analysis of the original DG method for advection-reaction
Modelling and computation of optimal decision for farmers leasing lands
The gradient superconvergence of the finite volume method for a nonlinear elliptic problem of nonmon
A fitted fnite-volume method combined with the Lagrangian derivative for the weather option pricing
A multigrid method for eigenvalue problems based on shifted-inverse power technique
二维分数阶发展型方程交替方向隐式紧致差分格式
Optimal convergence of discontinuous Galerkin methods for continuum modeling of supply chain network
A front-fixing finite element method for the valuation of American options with regime switching
A Fitted Finte Volume Method for Unit-linked Policy with Surrender Option
A Superconvergent Fitted Finite Volume Method for Black-Scholes Equations Governing European and Ame
The valuation of carbon bonds linked with carbon price
Modeling and computation of mean field equilibria in producers' game with emission permits t
Finite element methods for elliptic optimal control problems with boundary observations
A Limit Theorem Related to the Hartman-Wintner-Strassen LIL and the Chover LIL
基于改进脊波变换的抗攻击数字水印算法
半线性椭圆最优控制问题插值系数混合有限元解的先验误差估计